Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
21/05/2021 | 2.85% | 0.30 | 0.31 | 500,000 | 500,000 | 499,952 | 499,779 | 176,104 | 181,041 | 99.84% | 99.84% |
20/05/2021 | 1.31% | 0.59 | 0.60 | 500,000 | 500,000 | 499,996 | 499,980 | 389,690 | 394,678 | 100.00% | 100.00% |
19/05/2021 | 1.06% | 0.97 | 0.98 | 500,000 | 500,000 | 499,978 | 499,970 | 478,536 | 483,526 | 99.58% | 99.58% |
18/05/2021 | 3.27% | 0.40 | 0.41 | 500,000 | 500,000 | 499,887 | 499,986 | 169,295 | 174,450 | 99.04% | 99.04% |
17/05/2021 | 2.46% | 0.40 | 0.41 | 500,000 | 500,000 | 499,945 | 499,697 | 203,714 | 208,609 | 100.00% | 100.00% |
14/05/2021 | 1.63% | 0.44 | 0.45 | 480,000 | 500,000 | 499,913 | 499,928 | 310,342 | 315,344 | 99.91% | 99.91% |
12/05/2021 | 1.08% | 0.89 | 0.90 | 500,000 | 500,000 | 499,986 | 499,968 | 462,375 | 467,360 | 99.33% | 99.33% |
11/05/2021 | 0.89% | 1.13 | 1.14 | 500,000 | 500,000 | 499,962 | 499,983 | 563,434 | 568,457 | 96.92% | 96.92% |
10/05/2021 | 1.92% | 0.49 | 0.50 | 499,000 | 500,000 | 499,938 | 499,955 | 257,890 | 262,899 | 99.94% | 99.94% |